Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 12.869325 14.718914 16.725888 19.063520 21.709618 24.610092 28.028568
2024-10-20 9.959593 12.392323 15.245158 18.830264 23.207788 28.371377 34.916631
2024-10-27 8.056942 10.588758 13.710684 17.830351 23.109934 29.634292 38.293125
2024-11-03 7.200128 9.921767 13.426414 18.249408 24.691460 32.974115 44.402976
2024-11-10 6.545140 9.397631 13.211144 18.652622 26.183609 36.199964 50.487407
2024-11-17 5.812555 8.669461 12.623481 18.456588 26.796915 38.238472 55.059788
2024-11-24 5.155405 7.966274 11.983616 18.095630 27.101167 39.811709 59.023598
2024-12-01 4.705212 7.512472 11.645412 18.114175 27.911562 42.104151 64.105201
2024-12-08 4.389272 7.225029 11.516660 18.412860 29.127180 45.024936 70.249191
2024-12-15 4.072529 6.902174 11.298864 18.543234 30.074344 47.577595 75.966900
2024-12-22 3.728628 6.501025 10.920200 18.380335 30.535537 49.394341 80.635373
2024-12-29 3.491861 6.252883 10.760841 18.545873 31.510655 52.040541 86.725680
2025-01-05 3.345515 6.151104 10.841710 19.125732 33.221066 55.992842 95.214066
2025-01-12 3.074433 5.807869 10.490120 18.950896 33.665666 57.927464 100.540370
2025-01-19 2.692579 5.229794 9.685288 17.926849 32.583811 57.256138 101.458854
2025-01-26 2.577391 5.129213 9.708669 18.353975 34.030187 60.896794 109.865429
2025-02-02 2.467772 5.028374 9.721327 18.757446 35.452273 64.564704 118.512034
2025-02-09 2.284310 4.768588 9.420825 18.560980 35.773824 66.323518 123.894031
2025-02-16 2.096288 4.482578 9.047832 18.197887 35.757716 67.469719 128.227769
2025-02-23 1.971674 4.312906 8.883079 18.216593 36.448759 69.915708 135.036713
2025-03-02 1.889271 4.222670 8.865341 18.516863 37.688430 73.424346 143.981447
2025-03-09 1.794079 4.096983 8.766886 18.647943 38.604039 76.372348 152.024989
2025-03-16 1.675665 3.910834 8.531426 18.484168 38.924542 78.206423 158.039953